As of recent I’ve been made to do considerably more hiking than I’d want to, both in Russia and Finland.
Comparing the two, Finland is most definitely better equipped for this sort of pastime, with lots of trails complete with conveniences that include huts where one can stay overnight, with firewood supplied.
Russia in comparison looks like one vast empty space, which it in fact is.
Still, in many ways Russia is better suited for travel. Stores are open late, and coffee is much superior, and, unlike in Finland, one can get it after 6pm.
Prices too are considerably more attractive on our side of the border. Across the board I’d say costs in Russia are 40% lower than those in Finland. For some things, like fuel or alcohol, they are no more than 50% of what they are west of the border.
All-in-all, I’d say chose Russia if you are looking for total wilderness on the cheap, and Finland if you’d prefer creature comforts.